具體描述
This book is both a comprehensive introduction to the booming ($200 billion) structured note market, and a practical reference on the mechanics of the structuring process. Readers get detailed coverage of all major types of structured notes across all types of assets. This updated and expanded Second Edition features increased or entirely new coverage of equity linked notes; convertible pricing; credit-linked notes; inflation linked securities; and CAT insurance linked bonds.
著者簡介
Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.
圖書目錄
About the Author
About the Contributors
1 Introduction
2 Callable Bonds (1): Concept, Valuation, and Applications
3 Callable Bonds (2): Extensions, Variations, and Markets
4 Interest Rate-linked Notes
5 Constant Maturity Treasury and Swap Rate Notes
6 Index Amortizing Notes and Related Derivatives
7 Currency-linked Structured Notes
8 Commodity-linked Notes
9 Equity-linked Notes (1): Convertible Debt and Debt-with-equity Warrant Issues
10 Equity-linked Notes (2): Structural Variations
11 Equity-linked Notes (3): Equity Index - linked Issues
12 Credit-linked Notes
13 Exotic Option-Embedded Structured Notes
14 Inflation-indexed Notes and Related Derivatives
15 Insurance-linked Notes and Derivatives
16 Pricing and Valuation of Structured Note Transactions
17 Taxation and Accounting for Structured Notes
18 The Market for Structured Notes
Index
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